Go and take the temperature inside the shed. You don't have to do it at night, unless you like a nice brisk walk
!
Compare it to the outside temp where the plants normally are and you will get an idea of how insulating the shed is.
I remember hearing if you are stuck in a car in the snow for the night, a single candle will provide enough warmth inside the sealed area to prevent you from freezing to death. Just apply that principle to your chilies
.
Oh and don't come back and blame me if you burn down your shed etc.
edit: Seriously dude don't put naked flames where you probably keep stuff like paint thinner and motor oil. If you burn down your shed and kill your plants I will feel really bad.... for like a whole day.